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Date/Time: Tue, 26 Nov 2024 20:40:23 +0000



SC 1143 - IB Pacing Violation

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[2014-06-02 20:21:28]
user58907 - Posts: 83
Since upgrading to 1143 I am getting pacing violations even when opening the same number of chartbooks as I normally do.

I have been opening charts for 30 symbols (equities/futures) every 10 minutes. In the previous version I was able to set the interval between HD requests, but I do not see this setting now, so I'm not sure if this might be the issue. I used to have a setting of 15 seconds between HD requests.
Date Time Of Last Edit: 2014-06-02 20:22:02
[2014-06-02 22:27:54]
Sierra Chart Engineering - Posts: 104368
Are you using US stock symbols?


Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2014-06-02 22:32:49]
user58907 - Posts: 83
Yes, only US Equities and Futures symbols.
[2014-06-03 17:34:08]
Sierra Chart Engineering - Posts: 104368
This is what we want you to do:

Restart Sierra Chart.

Open a chart for one single stock and no other charts.

After the chart is opened and the initial download of historical data is complete, select Edit >> Delete All Data and Download.


After that download completes, then post a copy of the Message Log by following these instructions:
https://www.sierrachart.com/index.php?l=PostingInformation.php#log
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2014-06-03 18:01:50]
user58907 - Posts: 83
Software version: 1143 | 2014-06-03 13:47:57
Usage end date: 2014-06-27 | 2014-06-03 13:47:57
Enabled for: Advanced Features. | 2014-06-03 13:47:57
Enabled for: Advanced Features 2. | 2014-06-03 13:47:57
Enabled for: Sierra Chart Historical Data Service. | 2014-06-03 13:47:57
Allow Support for Sierra Chart Data Feeds is enabled. | 2014-06-03 13:47:57
Active service: Interactive Brokers | 2014-06-03 13:47:57
Time Zone: -04:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2014-06-03 13:47:57
2014-06-03 13:47:57 Local computer clock time | 2014-06-03 13:47:57
2014-06-03 17:47:57 GMT time | 2014-06-03 13:47:57
2014-06-03 13:47:57 Time zone adjusted time | 2014-06-03 13:47:57
Time difference to server time: 2 seconds. | 2014-06-03 13:47:57
Program path: C:\SierraChart\IB\ | 2014-06-03 13:47:57
Data Files path: D:\SierraChart\IB\Data\ | 2014-06-03 13:47:57
OS Version Number: 6.1 | 2014-06-03 13:47:57

Checking for new symbol settings for ib | 2014-06-03 13:47:57
Symbol settings are up-to-date for ib | 2014-06-03 13:47:58

Interactive Brokers: Connecting to 127.0.0.1:7496 | 2014-06-03 13:49:58
The network socket is connected. | 2014-06-03 13:49:58
Socket connected to TWS. Sending client version: 62. Waiting for acceptance. | 2014-06-03 13:49:58
TWS server version: 70 | 2014-06-03 13:49:58
IB: Connected. Waiting for account information. | 2014-06-03 13:49:58
IB Account information received. | 2014-06-03 13:49:58
Connected to IB Live account. | 2014-06-03 13:49:58
Interactive Brokers: Requesting Trade Positions for account: UXXXXXXX | 2014-06-03 13:49:58
Next valid order ID: 1 | 2014-06-03 13:49:58
Message from IB: Market data farm connection is OK:usfuture. IB Error Code: 2104. Request ID: -1. | 2014-06-03 13:49:58
Message from IB: Market data farm connection is OK:cashfarm. IB Error Code: 2104. Request ID: -1. | 2014-06-03 13:49:58
Message from IB: Market data farm connection is OK:usfarm.us. IB Error Code: 2104. Request ID: -1. | 2014-06-03 13:49:58
Message from IB: Market data farm connection is OK:usopt. IB Error Code: 2104. Request ID: -1. | 2014-06-03 13:49:58
Message from IB: Market data farm connection is OK:usfarm. IB Error Code: 2104. Request ID: -1. | 2014-06-03 13:49:58
Message from IB: HMDS data farm connection is OK:ushmds. IB Error Code: 2106. Request ID: -1. | 2014-06-03 13:49:58
Next valid order ID: 1 | 2014-06-03 13:49:58
IB Account information received. | 2014-06-03 13:49:58
Connected to IB Live account. | 2014-06-03 13:49:58
Interactive Brokers: Received Trade Positions download end message for account UXXXXXXX | 2014-06-03 13:49:58
Interactive Brokers - Starting real-time market data updates for: TWTR. ID: 1 | 2014-06-03 13:49:58
Subscribing to real-time True Data for symbol: TWTR SecType: STK Exchange: SMART Currency: USD | 2014-06-03 13:49:58
Subscribing to symbol: TWTR SecType: STK Expiry: Exchange: SMART Currency: USD Multiplier: | 2014-06-03 13:49:58
HD Request # 2 - Downloading Intraday chart data for TWTR to the file TWTR.scid. Service: equities.us | 2014-06-03 13:49:58
HD Request # 2 - Download start Date-Time: 2013-11-29 12:49:58.0 | 2014-06-03 13:49:58
HD Request # 2 - Using server: scdf1.sierracharts.com port 10149 | 2014-06-03 13:49:58
Resolved address ds6.sierracharts.com to IP 8.18.161.131 | 2014-06-03 13:49:58
The network socket is connected. | 2014-06-03 13:49:59
HD Request # 2 - Sending historical data logon request message. | 2014-06-03 13:49:59
HD Request # 2 - Requesting Intraday data. Start Date-Time: 2013-11-29 12:49:58. Record interval: 30 . Symbol: TWTR | 2014-06-03 13:49:59
HD Request # 2 - Decompressing data. | 2014-06-03 13:49:59
HD Request # 2 - Receiving Intraday data for TWTR starting at 2013-11-29 12:50:00 | 2014-06-03 13:49:59
HD Request # 2 - Timestamp of first Intraday data file record written: 2013-11-29 12:50:00 | 2014-06-03 13:49:59
Socket has been shutdown and closed. | 2014-06-03 13:50:02
The network socket for historical data has been closed. | 2014-06-03 13:50:02
HD Request # 2 - Received 74566 records from 2013-11-29 12:50:00 to 2014-06-03 13:34:32 (186.0 days) and wrote 74566 records for TWTR | 2014-06-03 13:50:02
HD Request # 2 - Intraday download COMPLETE for TWTR. Completion time: 4s | 2014-06-03 13:50:02
Real-time Intraday chart data file updates started for TWTR | 2014-06-03 13:50:02

HD Request # 3 - Downloading Intraday chart data for TWTR to the file TWTR.scid. Service: ib | 2014-06-03 13:50:02
HD Request # 3 - Download start Date-Time: 2014-06-03 13:34:32.0 | 2014-06-03 13:50:02
HD Request # 3 - Requesting a total of 0 days and 5730 seconds. | 2014-06-03 13:50:02
HD Request # 3 - IB Backfill - Seconds requested: 5730. Seconds Remaining: 0. | 2014-06-03 13:50:02
HD Request # 3 - Requesting 5730 Seconds of data at 30 secs with ending Date-Time at 2014-06-03 15:00:02 for TWTR | 2014-06-03 13:50:02
IB: Requesting historical order fills for account UXXXXXXX | 2014-06-03 13:50:03
Interactive Brokers: Received Open orders end message. | 2014-06-03 13:50:03
HD Request # 3 - Processing historical data message from TWS | 2014-06-03 13:50:03
HD Request # 3 - Receiving Intraday data for TWTR starting at 2014-06-03 13:25:00 | 2014-06-03 13:50:03
HD Request # 3 - Timestamp of first Intraday data file record written: 2014-06-03 13:35:00 | 2014-06-03 13:50:03
HD Request # 3 - Received 51 records and wrote 30 records from 2014-06-03 13:24:30 to 2014-06-03 13:49:30. | 2014-06-03 13:50:03
HD Request # 3 - Received 51 records from 2014-06-03 13:25:00 to 2014-06-03 13:49:30 (24.5 minutes) and wrote 30 records for TWTR | 2014-06-03 13:50:04
HD Request # 3 - Intraday download COMPLETE for TWTR. Completion time: 2s | 2014-06-03 13:50:04
Real-time Intraday chart data file updates started for TWTR | 2014-06-03 13:50:04

Reloading all charts with filename: TWTR.scid | 2014-06-03 13:50:41
HD Request # 4 - Downloading Intraday chart data for TWTR to the file TWTR.scid. Service: equities.us | 2014-06-03 13:50:41
HD Request # 4 - Download start Date-Time: 2013-11-29 12:50:41.0 | 2014-06-03 13:50:41
HD Request # 4 - Using server: scdf2.sierracharts.com port 10149 | 2014-06-03 13:50:41
Currently no data in file to display. Will start historical data download and real-time updates. File: D:\SierraChart\IB\Data\TWTR.scid | 2014-06-03 13:50:41
Resolved address ds7.sierracharts.com to IP 8.18.161.133 | 2014-06-03 13:50:41
The network socket is connected. | 2014-06-03 13:50:41
HD Request # 4 - Sending historical data logon request message. | 2014-06-03 13:50:41
HD Request # 4 - Requesting Intraday data. Start Date-Time: 2013-11-29 12:50:41. Record interval: 30 . Symbol: TWTR | 2014-06-03 13:50:42
HD Request # 4 - Decompressing data. | 2014-06-03 13:50:42
HD Request # 4 - Receiving Intraday data for TWTR starting at 2013-11-29 12:51:00 | 2014-06-03 13:50:42
HD Request # 4 - Timestamp of first Intraday data file record written: 2013-11-29 12:51:00 | 2014-06-03 13:50:42
Socket has been shutdown and closed. | 2014-06-03 13:50:46
The network socket for historical data has been closed. | 2014-06-03 13:50:46
HD Request # 4 - Received 74566 records from 2013-11-29 12:51:00 to 2014-06-03 13:35:02 (186.0 days) and wrote 74566 records for TWTR | 2014-06-03 13:50:46
HD Request # 4 - Intraday download COMPLETE for TWTR. Completion time: 5s | 2014-06-03 13:50:46
Real-time Intraday chart data file updates started for TWTR | 2014-06-03 13:50:46

HD Request # 5 - Downloading Intraday chart data for TWTR to the file TWTR.scid. Service: ib | 2014-06-03 13:50:46
HD Request # 5 - Download start Date-Time: 2014-06-03 13:35:02.0 | 2014-06-03 13:50:46
HD Request # 5 - Requesting a total of 0 days and 5744 seconds. | 2014-06-03 13:50:46
HD Request # 5 - IB Backfill - Seconds requested: 5744. Seconds Remaining: 0. | 2014-06-03 13:50:46
HD Request # 5 - Requesting 5744 Seconds of data at 30 secs with ending Date-Time at 2014-06-03 15:00:46 for TWTR | 2014-06-03 13:50:46
HD Request # 5 - Processing historical data message from TWS | 2014-06-03 13:50:47
HD Request # 5 - Receiving Intraday data for TWTR starting at 2014-06-03 13:25:30 | 2014-06-03 13:50:47
HD Request # 5 - Timestamp of first Intraday data file record written: 2014-06-03 13:35:30 | 2014-06-03 13:50:47
HD Request # 5 - Received 52 records and wrote 31 records from 2014-06-03 13:25:00 to 2014-06-03 13:50:30. | 2014-06-03 13:50:47
HD Request # 5 - Received 52 records from 2014-06-03 13:25:30 to 2014-06-03 13:50:30 (25.0 minutes) and wrote 31 records for TWTR | 2014-06-03 13:50:48
HD Request # 5 - Intraday download COMPLETE for TWTR. Completion time: 2s | 2014-06-03 13:50:48
Real-time Intraday chart data file updates started for TWTR | 2014-06-03 13:50:48


[2014-06-03 21:36:31]
Sierra Chart Engineering - Posts: 104368
This looks good. The historical data was downloaded from the Sierra Chart Historical Data service except the last 15 minutes which was downloaded from IB.

The should greatly reduce the possibility of pacing violations. Are you still noticing pacing violations today?
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2014-06-03 21:36:51
[2014-06-03 21:53:34]
user58907 - Posts: 83
Today I reduced the number of charts/symbols opened in each batch to a little over 20, so I did not face the problem. Previously with the setting for an interval for HD requests, I would load about 30 per batch.

I suspect it is not the data quantity limit that is violated, but the limit on requests per 10 minute period. Since the dual source was implemented, backfilling charts is really fast compared to before so the HD requests go in extra fast.

I am actually pleased with the speed of the new method, so if there is no simple fix for the number of HD requests, I will just keep to the reduced batch size as overall the data comes in faster than relying just on IB. Definitely a time saver.
[2014-06-06 09:19:50]
Sierra Chart Engineering - Posts: 104368
Please use your workaround. That probably is the only reasonable solution.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing

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